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Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…

Machine Learning · Computer Science 2021-10-22 Vivek Myers , Nikhil Sardana

Automated detection of software vulnerabilities is a fundamental problem in software security. Existing program analysis techniques either suffer from high false positives or false negatives. Recent progress in Deep Learning (DL) has…

Software Engineering · Computer Science 2020-09-16 Saikat Chakraborty , Rahul Krishna , Yangruibo Ding , Baishakhi Ray

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

Sequential Monte Carlo has become a standard tool for Bayesian Inference of complex models. This approach can be computationally demanding, especially when initialized from the prior distribution. On the other hand, deter-ministic…

Methodology · Statistics 2017-07-26 Sophie Donnet , Stéphane Robin

Recently several researchers have investigated techniques for using data to learn Bayesian networks containing compact representations for the conditional probability distributions (CPDs) stored at each node. The majority of this work has…

Machine Learning · Computer Science 2015-05-19 David Maxwell Chickering , David Heckerman , Christopher Meek

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…

Machine Learning · Computer Science 2022-06-22 Ruqi Zhang , Xingchao Liu , Qiang Liu

Recent work has demonstrated surprisingly good performance of pre-trained LLMs on regression tasks (for example, time-series prediction), with the ability to incorporate expert prior knowledge and the information contained in textual…

Machine Learning · Computer Science 2026-05-14 Felix Biggs , Samuel Willis

Recent advances in deep learning are driven by the growing scale of computation, data, and models. However, efficiently training large-scale models on distributed systems requires an intricate combination of data, operator, and pipeline…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-22 Jinfan Chen , Shigang Li , Ran Gun , Jinhui Yuan , Torsten Hoefler

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…

Machine Learning · Computer Science 2023-12-22 Yilang Zhang , Bingcong Li , Shijian Gao , Georgios B. Giannakis

A significant barrier to the widespread adoption of Bayesian inference is the specification of prior distributions and likelihoods, which often requires specialized statistical expertise. This paper investigates the feasibility of using a…

Artificial Intelligence · Computer Science 2025-08-13 Yongchao Huang

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Computation · Statistics 2019-06-05 Xiao Lin , Gabriel Terejanu

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machine learning pipeline for ranking predictions on temporal…

Computational Finance · Quantitative Finance 2023-08-11 Thomas Wong , Mauricio Barahona

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having…

Machine Learning · Computer Science 2025-01-09 Samuel Kessler , Adam Cobb , Tim G. J. Rudner , Stefan Zohren , Stephen J. Roberts

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

Machine Learning · Statistics 2021-06-23 Sebastian W. Ober , Laurence Aitchison

Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…

Methodology · Statistics 2023-03-22 Yifu Tang , Claudia Kirch , Jeong Eun Lee , Renate Meyer

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

Uncovering genuine relationships between a response variable of interest and a large collection of covariates is a fundamental and practically important problem. In the context of Gaussian linear models, both the Bayesian and non-Bayesian…

Statistics Theory · Mathematics 2025-04-11 Jeyong Lee , Minwoo Chae , Ryan Martin